Full text of H.15 Selected Interest Rates : October 24, 1983

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FEDERAL RESERVE statistical release
H.15(510)

For Immediate release
OCTOBER 2 4 , 1983

SELECTED INTEREST RATES
Yields in percent per annum

Instruments

FEDERAL FONDS (EFFECTIVE) 1 /
COMMERCIAL PAPER 2 / 3 /
1-MONTH
3-HOITH
6-MONTH
FINAMCE PAPER PLACED DIRECTLY 2 /
1-HOMTH
3-HONTH
6-MOUTH
BANKERS ACCEPTANCES (TOP RAXED) 2 /
3-HO NTH
6-MONTH
CDS (SECONDARY MARKET)
1~HONTH
3-HONTH
6-HOHTH
BANK PRIME LOAM
1/ 4/
DISCOUNT IIIDOH BORRO1I1G 1 / 5 /
U.S.GOVERNMENT SECURITIES
TREASURY BILLS 2 /
AUCTION AVERAGE (ISSUE DATS)
3-BONTB
6-HONTB
1-TEAR
SECONDARY MARKET
3-MO IT H
6-MONTH
1-YEAR
TREASURY CONSTANT flAfORITISS 6 /
1-YEAR
2-YEAR
3-YEAR
5-YEAR
7-YEAR

10-YEAR
20-YEAR
30-YEAR
COMPOSITE
OVER 10 YEARS(LGliG-TERfl)7/
CORPORATE BOIDS (HOODYS), SEASONED
ALL IBDUSTRIES
AAA
BAA
STATE & LOCAL BONDS (HOODYS) , AAA
CONVENTIONAL MORTGAGES 8 /

1.
2.
3.
4.
5.
6.
7.
8.

Week ending
OCT
OCT
14
21

SEPT

9.36

9.36

9.46

9.45

9.01
8.98
8.93

9.02
8.96
8.91

8.98
8.95
8.93

9.09
9.04
9.04

9.19
9.24
9.28

8.94
8.78
8.75

8.95
8.78
8.75

8.97
6.78
8.75

6.95
8.80
8.78

9.04
8.87
8.85

9.15
9.09
9.09

8.95
8.85

8.95
8.85

9.00
8.90

9.00
8.90

8.96
8.87

9.08
9.06

9.23
9.26

9.05
9. 11
S.22

9.08
9.12
9.23
11.00
8.50

9.09
9.15
9.25
11.00
8.50

9.11
9.16
9.25
11.00
8.50

9.07
9.13
9.24
11.00
8 . SO

9.14
9.22
9.38
11.00
8.50

9.28
9.39
9.64
11.00
8.50

8.63
8.79

8.83
8.97

9.05
9.19
9.64

OCT
17

OCT

OCT
20

OCT

18

OCT
19

9.33

9.29

9.49

9.44

8.97
8.96
8.98

8.95
8.93
8.92

8.96
8.92
8.92

8.95
8.88
8.8S

8.95
8.80
8.78

8.90
8.85
9.04
9-11
9.24
11.00
8.50

n.oo
8.50

21

8.63
8.79
8.55
8.74
8.88

8.52
8.72
8.86

8.50
8.71
8.88

8.54
8.72
8.90

8.54
8.73
8.69

8.53
8.72
8.89

8.79
8.97
9.10

9.00
9.15
9.27

9.69
10.49
10.78
11.21
11.39
11.47
11.71
11.51

9.71
10.48
10.77
11.20
11.42
11.49
11.75
11.56

9.68
10.55
10.81
11.20
11.42
11.49
11.72
11.51

9.71
10.54
10.82
11.22
11.42
11,47
11.72
11.51

9.66
10.48
10.78
11.18
11.37
11.43
11.67
11.47

9.69
10.51
10.79
11.20
11.40
11.47
11.71
11.51

9.92
10.67
10.95
11.36
11.55
11.60
11.85
11.63

10.16
10.79
11.07
11.43
11.61
11.65
11.82
11.63

11.16

11.19

11.16

11.16

11.12

11.16

11.28

11.26

12.76
12.20
13.43

12.78
12.23
13.44

12.76
12.22
13.42

12.75
12.21
13.42
8.90

12.72
12.17
13.39

12.75
12.21
13.42
8.90
13.52

12.77
12.22
13.42
9.00
13.60

12.91
12.37
13-55
8.97
13.73

13.52

WEEKLY FIGORES ARE AYERAGES OF 7 CALENDAR DAYS EM DUG OM &B DMESDAY OF THE CDC BENT HER!
MONTHLY FIGURES I8CL0DE EACH CALEIDAR DAY IM THE 80MTB.
QUOTED OM BANK-DISCOUNT B A S I S .
RATES OM COMMERCIAL PAPEfi PLACED FOR FIRMS &HOSE BOMD BATING I S AA OR TBE EQUIVALENT.
RATE CHARGED BY BANKS ON SBORT-TERM BUSINESS LOANS.
RATE FOR THE FEDERAL RESERVE EANK OF HEW YORK.
YIELDS ON ACTIVELY TRADED ISSUES ADJUSTED TO CONSTANT MATURITIES.
SOURCE: U . S . TREASURY.
UNWEIGHTED AVERAGE OF ALL ISSUES OUTSTANDING OF BONDS NEITHER DUE NOR CALLABLE IN LESS THAN 10 YEARS,
INCLUDING SEVERAL VERY LOB YIELDING "FLOHER" BONDS.
CONTRACT INTEREST RATES ON COHMITflBNTS FOR FIRST MORTGAGES.
SOURCE: FBLHC.

NOTE: WEEKLY AND MONTHLY FIGURES ARE AVERAGES OF DAILY RATES, EXCEPT FOR STATE £ LOCAL BONDS
AND CONVENTIONAL MORTGAGES, VHICH ABE BASED ON THURSDAY AND FRIDAY FIGURES, RESPECTIVELY.